Morgan Stanley Call 47.5 DVN 21.06.2024
/ DE000ME02RG9
Morgan Stanley Call 47.5 DVN 21.0.../ DE000ME02RG9 /
| 2024-05-24 5:52:01 PM |
Chg.- |
Bid11:40:58 AM |
Ask11:40:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.135EUR |
- |
0.126
Bid Size: 5,000 |
0.141
Ask Size: 5,000 |
Devon Energy Corp |
47.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME02RG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
34.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.23 |
| Parity: |
0.06 |
| Time value: |
0.07 |
| Break-even: |
45.06 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
4.10% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
22.29 |
| Rho: |
0.02 |
Quote data
| Open: |
0.133 |
| High: |
0.135 |
| Low: |
0.133 |
| Previous Close: |
0.133 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.79% |
| 1 Month |
|
|
-59.09% |
| 3 Months |
|
|
+16.38% |
| YTD |
|
|
-21.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.228 |
0.133 |
| 1M High / 1M Low: |
0.330 |
0.133 |
| 6M High / 6M Low: |
0.350 |
0.080 |
| High (YTD): |
2024-04-11 |
0.350 |
| Low (YTD): |
2024-02-07 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.180 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.24% |
| Volatility 6M: |
|
133.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
